CONSTRUCTION OF NESTED SPACE-FILLING DESIGNS

New types of designs called nested space-filling designs have been proposed for conducting multiple computer experiments with different levels of accuracy. In this article, we develop several approaches to constructing such designs. The development of these methods also leads to the introduction of...

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Bibliographic Details
Published in:The Annals of statistics 2009-12, Vol.37 (6A), p.3616-3643
Main Authors: Qian, Peter Z. G., Ai, Mingyao, Wu, C. F. Jeff
Format: Article
Language:English
Subjects:
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Accuracy
Arrays
Combinatorics
Combinatorics. Ordered structures
Computer experiments
Computer modeling
Design engineering
Design of experiments
Designs and configurations
difference matrices
Exact sciences and technology
Experiment design
Experimental design
General topics
Grants
Integers
Kronecker product
Mathematical vectors
Mathematics
Matrices
OA-based Latin hypercubes
orthogonal arrays
Polynomials
Probability and statistics
randomized orthogonal arrays
Sciences and techniques of general use
Statistics
Studies
Uniformity
Wang–Wu method
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Summary:New types of designs called nested space-filling designs have been proposed for conducting multiple computer experiments with different levels of accuracy. In this article, we develop several approaches to constructing such designs. The development of these methods also leads to the introduction of several new discrete mathematics concepts, including nested orthogonal arrays and nested difference matrices.
ISSN:0090-5364
2168-8966
DOI:10.1214/09-AOS690